Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-15 0.315665 0.344217 0.375274 0.411758 0.453693 0.500690 0.557776
2025-06-22 0.277624 0.314037 0.355896 0.408162 0.472516 0.550320 0.653350
2025-06-29 0.251670 0.292432 0.341267 0.405174 0.488313 0.595390 0.748332
2025-07-06 0.228155 0.270417 0.322632 0.393468 0.489709 0.620225 0.819055
2025-07-13 0.216651 0.261709 0.319065 0.399701 0.514194 0.678092 0.945969
2025-07-20 0.206759 0.253878 0.315432 0.404750 0.536756 0.735549 1.083550
2025-07-27 0.195878 0.243697 0.307494 0.402510 0.547758 0.776301 1.201872
2025-08-03 0.187754 0.236506 0.302859 0.404204 0.564363 0.827789 1.351128
2025-08-10 0.176220 0.223830 0.289508 0.391560 0.556600 0.836720 1.420265
2025-08-17 0.165258 0.211312 0.275539 0.376744 0.543556 0.834240 1.465011
2025-08-24 0.159267 0.205449 0.270787 0.375687 0.553094 0.873661 1.610673
2025-08-31 0.157094 0.204859 0.273654 0.386733 0.584372 0.958881 1.890511
2025-09-07 0.152619 0.200833 0.271324 0.389533 0.602101 1.022254 2.146640
2025-09-14 0.147195 0.195121 0.266051 0.386971 0.609646 1.065914 2.368839
2025-09-21 0.142230 0.189839 0.261114 0.384533 0.617073 1.110704 2.616776
2025-09-28 0.135785 0.182038 0.251796 0.373824 0.607220 1.114509 2.734516
2025-10-05 0.133395 0.180274 0.251938 0.379664 0.630896 1.202003 3.197825
2025-10-12 0.130918 0.178241 0.251498 0.384372 0.652796 1.290316 3.734837
2025-10-19 0.127249 0.174191 0.247532 0.382307 0.660100 1.342534 4.163140
2025-10-26 0.124512 0.171479 0.245621 0.383883 0.675472 1.420500 4.795016
2025-11-02 0.119453 0.164912 0.236973 0.372157 0.659936 1.407329 4.928858
2025-11-09 0.114281 0.158013 0.227518 0.358398 0.638675 1.374209 4.930057
2025-11-16 0.111697 0.155159 0.224788 0.357416 0.646683 1.430879 5.548410